-57.3%
CRTO vs VOO
+75.1%
-132.4%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +1.1% |
| 7D | +12.2% | -0.9% | +13.1% | +13.2% |
| 30D | +14.3% | -2.3% | +16.7% | +17.0% |
| 3M | +1.7% | -1.2% | +2.8% | +2.8% |
| 6M | +8.9% | +3.3% | +5.6% | +4.9% |
| YTD | -14.8% | +12.3% | -27.2% | -25.2% |
| 1Y | -22.0% | +12.5% | -34.5% | -31.7% |
| 3Y | -24.2% | +79.2% | -103.4% | -59.4% |
| 5Y | -57.3% | +75.7% | -133.0% | -75.1% |
| All | -57.3% | +75.1% | -132.4% | -75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VOO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling